+2.4%
ADSK vs RVMD
+622.3%
-620.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | -3.0% | +0.5% | -2.1% |
| 30D | -14.9% | -0.7% | -14.1% | -14.8% |
| 3M | +3.3% | +36.5% | -33.2% | -2.1% |
| 6M | -15.7% | +104.6% | -120.3% | -26.4% |
| YTD | -28.2% | +155.8% | -184.1% | -40.6% |
| 1Y | -34.5% | +340.7% | -375.2% | -51.2% |
| 3Y | -2.9% | +519.9% | -522.8% | -35.6% |
| 5Y | -25.3% | +584.9% | -610.3% | -55.3% |
| All | +2.4% | +622.3% | -620.0% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling